Are there any keyboards with extra programmable keys for which there is hardward-only support for macros? In other words, the macros can be programmed and played back on any OS without installing any software. Preferably one that would save the macros to flash memory inside the keyboard.

There’s a new piece of hardware getting crowd-funded that looks to do what you’re asking for. Their tagline is The functionality of macro software in a hardware device. Think of a hardware version of AutoIt, but undetectable as it appears to Windows as an input device like a keyboard or mouse! It records and plays back keystrokes and mouse clicks and movements.

I think this is a huge evolution from macro software to macro hardware. I really want to get one of these (I have already contributed to the project) so I’m spreading the word so that they meet their goal and manufacture them. If you are at all interested in this, buy one and tell your friends!